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Abstract:

In many situations, when dealing with several populations with different covariance operators, equality of the operators is assumed. Usually, if this assumption does not hold, one estimates the covariance operator of each group separately, which leads to a large number of parameters. As in the multivariate setting, this is not satisfactory since the covariance operators may exhibit some common structure. In this paper, we discuss the extension to the functional setting of the common principal component model that has been widely studied when dealing with multivariate observations. Moreover, we also consider a proportional model in which the covariance operators are assumed to be equal up to a multiplicative constant. For both models, we present estimators of the unknown parameters and we obtain their asymptotic distribution. A test for equality against proportionality is also considered. © 2009 Elsevier Inc. All rights reserved.

Registro:

Documento: Artículo
Título:Inference under functional proportional and common principal component models
Autor:Boente, G.; Rodriguez, D.; Sued, M.
Filiación:Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Argentina
CONICET, Argentina
Palabras clave:Common principal components; Eigenfunctions; Functional data analysis; Hilbert-Schmidt operators; Kernel methods; Proportional model
Año:2010
Volumen:101
Número:2
Página de inicio:464
Página de fin:475
DOI: http://dx.doi.org/10.1016/j.jmva.2009.09.009
Título revista:Journal of Multivariate Analysis
Título revista abreviado:J. Multivariate Anal.
ISSN:0047259X
CODEN:JMVAA
PDF:https://bibliotecadigital.exactas.uba.ar/download/paper/paper_0047259X_v101_n2_p464_Boente.pdf
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_0047259X_v101_n2_p464_Boente

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Citas:

---------- APA ----------
Boente, G., Rodriguez, D. & Sued, M. (2010) . Inference under functional proportional and common principal component models. Journal of Multivariate Analysis, 101(2), 464-475.
http://dx.doi.org/10.1016/j.jmva.2009.09.009
---------- CHICAGO ----------
Boente, G., Rodriguez, D., Sued, M. "Inference under functional proportional and common principal component models" . Journal of Multivariate Analysis 101, no. 2 (2010) : 464-475.
http://dx.doi.org/10.1016/j.jmva.2009.09.009
---------- MLA ----------
Boente, G., Rodriguez, D., Sued, M. "Inference under functional proportional and common principal component models" . Journal of Multivariate Analysis, vol. 101, no. 2, 2010, pp. 464-475.
http://dx.doi.org/10.1016/j.jmva.2009.09.009
---------- VANCOUVER ----------
Boente, G., Rodriguez, D., Sued, M. Inference under functional proportional and common principal component models. J. Multivariate Anal. 2010;101(2):464-475.
http://dx.doi.org/10.1016/j.jmva.2009.09.009